+81.0%
FROG vs DBX
+20.4%
+60.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.3% |
| 7D | -11.3% | -2.4% | -8.8% | -9.4% |
| 30D | +3.6% | -0.5% | +4.1% | +4.2% |
| 3M | +1.7% | +28.1% | -26.4% | -18.8% |
| 6M | +123.5% | +33.1% | +90.4% | +70.4% |
| YTD | +40.2% | +25.3% | +15.0% | +13.8% |
| 1Y | +81.0% | +18.3% | +62.6% | +52.0% |
| All | +81.0% | +20.4% | +60.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling